Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.27% | 3.74 CHF | 3.75 CHF | 320,000 | 320,000 | 319,941 | 319,941 | 1,186,580 CHF | 1,189,780 CHF | 99.98% | 99.98% |
11/04/2025 | 0.31% | 3.20 CHF | 3.21 CHF | 300,000 | 300,000 | 318,009 | 318,009 | 1,013,610 CHF | 1,016,790 CHF | 99.06% | 99.06% |
10/04/2025 | 0.31% | 3.56 CHF | 3.57 CHF | 250,000 | 250,000 | 245,614 | 245,614 | 880,920 CHF | 883,464 CHF | 99.31% | 99.31% |
09/04/2025 | 0.54% | 2.60 CHF | 2.61 CHF | 210,000 | 210,000 | 194,631 | 194,631 | 492,395 CHF | 494,451 CHF | 95.74% | 95.74% |
08/04/2025 | 0.35% | 3.02 CHF | 3.03 CHF | 240,000 | 240,000 | 239,051 | 239,051 | 692,522 CHF | 694,923 CHF | 99.22% | 99.22% |
07/04/2025 | 1.59% | 2.77 CHF | 2.82 CHF | 20,000 | 20,000 | 160,046 | 160,046 | 414,340 CHF | 418,552 CHF | 92.78% | 92.78% |
04/04/2025 | 0.59% | 3.71 CHF | 3.73 CHF | 680,000 | 680,000 | 568,492 | 568,492 | 2,271,710 CHF | 2,281,250 CHF | 93.30% | 93.30% |
03/04/2025 | 0.25% | 4.90 CHF | 4.91 CHF | 630,000 | 630,000 | 601,650 | 601,650 | 3,087,440 CHF | 3,093,650 CHF | 93.81% | 93.81% |
02/04/2025 | 0.18% | 5.74 CHF | 5.75 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 3,500,110 CHF | 3,506,310 CHF | 98.17% | 98.17% |
01/04/2025 | 0.17% | 6.09 CHF | 6.10 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 3,742,970 CHF | 3,749,370 CHF | 97.06% | 97.06% |